longley                 package:base                 R Documentation

_L_o_n_g_l_e_y'_s _E_c_o_n_o_m_i_c _R_e_g_r_e_s_s_i_o_n _D_a_t_a

_D_e_s_c_r_i_p_t_i_o_n:

     A macroeconomic data set which provides a well-known example for a
     highly collinear regression.

_U_s_a_g_e:

     data(longley)

_F_o_r_m_a_t:

     A data frame with 7 economical variables, observed yearly from
     1947 to 1962 (n=16).

     _G_N_P._d_e_f_l_a_t_o_r: GNP implicit price deflator (1954=100)

     _G_N_P: Gross National Product.

     _U_n_e_m_p_l_o_y_e_d: number of unemployed.

     _A_r_m_e_d._F_o_r_c_e_s: number of people in the armed forces.

     _P_o_p_u_l_a_t_i_o_n: 'noninstitutionalized' population >= 14 years of age.

     _Y_e_a_r: the year (time).

     _E_m_p_l_o_y_e_d: number of people employed.

     The regression 'lm(Employed ~ .)' is known to be highly collinear.

_S_o_u_r_c_e:

     J. W. Longley (1967) An appraisal of least-squares programs from
     the point of view of the user. _Journal of the American
     Statistical Association_, *62*, 819-841.

_R_e_f_e_r_e_n_c_e_s:

     Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) _The New S
     Language_. Wadsworth & Brooks/Cole.

_E_x_a_m_p_l_e_s:

     ## give the data set in the form it is used in S-PLUS:
     data(longley)
     longley.x <- data.matrix(longley[, 1:6])
     longley.y <- longley[, "Employed"]
     pairs(longley, main = "longley data")
     summary(fm1 <- lm(Employed ~ ., data = longley))
     opar <- par(mfrow = c(2, 2), oma = c(0, 0, 1.1, 0),
                 mar = c(4.1, 4.1, 2.1, 1.1))
     plot(fm1)
     par(opar)

